My heart goes out to you. Are you a believer? If so & he is not,then you are unequally yolked.
I was in a similar situation,minus the cheating. Married for 9 yrs to an unbeliever. She asked for a divorce ,and we have been so for over a year & a half. Thankfully we did not have children. I knew getting into the relationship that she was an unbeliever,but I thought maybe she would change at some point...instead all that happened was I drew further away from God. In the end,I decided just to let her go. She did not want to seek counseling or any sort of help in working out our relationship. She said the main 'cause of wanting to leave was she was depressed & missed her old way of life,family & friends back in England. The last 2 yrs we were married we were basically roommates.
Your situation is a bit more complex seeing as how you share children,but if he wants to leave you...let him go. That is biblical. Also,he has cheated & been unfaithful you say,so that also is grounds for leaving him. Continue to pray for him certainly,but God doesn't want you in a relationship where you are being cheated on & emotionally abused. There are no easy answers,but I pray that the Lord guides you in your next steps. Don't give into fear & doubt. If you are saved,then God has given you His Holy Spirit to lead you in His truth.
God Bless you & I hope things do indeed work out for you. There are tons of people on this site you can talk to as well. Please,whatever you do,don't isolate yourself. Thank you for sharing even though this is painful.
